+165.2%
GD vs BTG
+164.8%
+0.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.7% | -9.1% | +11.7% | +3.0% |
| 30D | +8.6% | -1.6% | +10.2% | +8.6% |
| 3M | -7.1% | -2.8% | -4.3% | -7.1% |
| 6M | +7.5% | -7.6% | +15.1% | +7.3% |
| YTD | +9.9% | +10.2% | -0.3% | +8.5% |
| 1Y | +7.6% | +21.3% | -13.7% | +5.7% |
| 3Y | +56.2% | +82.7% | -26.5% | +49.6% |
| 5Y | +100.6% | +30.8% | +69.8% | +93.1% |
| All | +165.2% | +164.8% | +0.4% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling